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In this paper, we propose novel learning frameworks to tackle optimal control problems by applying the Pontryagin maximum principle and then solving for a Hamiltonian dynamical system. Applying the Pontryagin maximum principle to the…

Optimization and Control · Mathematics 2024-08-13 Chandrajit Bajaj , Minh Nguyen

In this paper, we present a framework for solving continuous optimal control problems when the true system dynamics are approximated through an imperfect model. We derive a control strategy by applying Pontryagin's Minimum Principle to the…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Panagiotis Kounatidis , Andreas A. Malikopoulos

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

In this paper, we describe a constrained Lagrangian and Hamiltonian formalism for the optimal control of nonholonomic mechanical systems. In particular, we aim to minimize a cost functional, given initial and final conditions where the…

Optimization and Control · Mathematics 2014-12-24 Anthony Bloch , Leonardo Colombo , Rohit Gupta , David Martin de Diego

Recent work linking deep neural networks and dynamical systems opened up new avenues to analyze deep learning. In particular, it is observed that new insights can be obtained by recasting deep learning as an optimal control problem on…

Optimization and Control · Mathematics 2020-07-21 Weinan E , Jiequn Han , Qianxiao Li

Model predictive control offers a powerful framework for managing constrained systems, but its repeated online optimization can become computationally prohibitive. Multiparametric programming addresses this challenge by precomputing optimal…

Optimization and Control · Mathematics 2026-03-19 Lida Lamakani , Efstratios N. Pistikopoulos

We present a neural network approach for approximating the value function of high-dimensional stochastic control problems. Our training process simultaneously updates our value function estimate and identifies the part of the state space…

Optimization and Control · Mathematics 2024-05-08 Xingjian Li , Deepanshu Verma , Lars Ruthotto

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

Achieving both optimality and safety under unknown system dynamics is a central challenge in real-world deployment of agents. To address this, we introduce a notion of maximum safe dynamics learning, where sufficient exploration is…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Manish Prajapat , Johannes Köhler , Melanie N. Zeilinger , Andreas Krause

In this paper, we aim to solve the high dimensional stochastic optimal control problem from the view of the stochastic maximum principle via deep learning. By introducing the extended Hamiltonian system which is essentially an FBSDE with a…

Optimization and Control · Mathematics 2021-06-23 Shaolin Ji , Shige Peng , Ying Peng , Xichuan Zhang

We consider a discrete time stochastic Markovian control problem under model uncertainty. Such uncertainty not only comes from the fact that the true probability law of the underlying stochastic process is unknown, but the parametric family…

Optimization and Control · Mathematics 2022-03-23 Erhan Bayraktar , Tao Chen

As robotic systems move from highly structured environments to open worlds, incorporating uncertainty from dynamics learning or state estimation into the control pipeline is essential for robust performance. In this paper we present a…

Systems and Control · Electrical Eng. & Systems 2021-09-14 Robert Dyro , James Harrison , Apoorva Sharma , Marco Pavone

The continuous dynamical system approach to deep learning is explored in order to devise alternative frameworks for training algorithms. Training is recast as a control problem and this allows us to formulate necessary optimality conditions…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Long Chen , Cheng Tai , Weinan E

In this paper, we consider the closed-loop control problem of nonlinear robotic systems in the presence of probabilistic uncertainties and disturbances. More precisely, we design a state feedback controller that minimizes deviations of the…

Robotics · Computer Science 2023-08-15 Weiqiao Han , Ashkan Jasour , Brian Williams

We establish a variety of results extending the well-known Pontryagin maximum principle of optimal control to discrete-time optimal control problems posed on smooth manifolds. These results are organized around a new theorem on critical and…

Optimization and Control · Mathematics 2017-07-14 Robert Kipka , Rohit Gupta

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

In this paper, we focus on a method based on optimal control to address the optimization problem. The objective is to find the optimal solution that minimizes the objective function. We transform the optimization problem into optimal…

Optimization and Control · Mathematics 2023-09-12 Yeming Xu , Ziyuan Guo , Hongxia Wang , Huanshui Zhang

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

In this paper, we present a novel reinforcement learning framework designed to optimize molecular dynamics by focusing on the entire trajectory rather than just the final molecular configuration. Leveraging a stochastic version of…

Optimization and Control · Mathematics 2024-10-22 Chandrajit Bajaj , Minh Nguyen , Conrad Li
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